Here is an example of the Metro of Madrid in Spain, it’s done trough relationships.
http://wiki.openstreetmap.org/wiki/Madrid#Metro
http://www.openstreetmap.org/browse/relation/62146
you can define subway stops and subway entrances, also you can have diferent lines of the subway or skytrain (for example Sukhumvit Line and SiLom line). If you need a hand I can help you out doing that for Bangkok.